The extreme right poses a danger to anyone who is different from them. Doesn't matter where they are or who it is, anyone who is different from the extreme right runs the risk of either being physically beaten, or being the subject of discriminatory laws. The Roma and Jews are in particular danger.
While I'm not familiar with the particular situation of the Roma and Jewish populations in Canada, it is a well-known fact that extremism and extremists often prey on the weakest groups in society. One need not look very far for horrifying examples of persecution of both the Jewish and the Roma communities, almost universally at the hand of extremists of some sort. Far right politics are particularly hesitant to accept what they perceive to be the "other," and the cultural identity of both the Jewish and Roma communities often leads to their classification as "other."
While there are always extremists with extremist views I don't believe there is an immediate and pressing threat from the extreme right against the Roma and Jews in Canada, often people who are extreme one way or another cannot' get elected since their views and are not popular and even if they are find it very hard to find any support for any radical legislation they wish to pass.
The Canadian government should be able to protect the Roma just like they protect any other ordinary citizen. The extreme right doesn't post a danger, in general, to the Roma because they have other issues to concentrate on that are apart from the Roma minority. The extreme right is just like other extremists in the world--they make their points and rarely have terrorism or killing involved in their politics.
I do not believe the extreme right poses a danger to Roma and Jews in Canada. I believe the Western worlds, namely the United States and Canada are far more open to the Roma and to the Jews as we have nothing to really hold against them. I believe most problems with race are handled quite eloquently here.